Observed arrival · 2026-09-09
Bufferloom, a collateral stress laboratory
An interactive calculator models how collateral structures respond to hypothetical price shocks, co-movement, and recovery choices.
Field notes
The laboratory combines a common shock with asset-specific losses using a configurable co-movement loading, then applies an eligibility fraction to retained value before calculating coverage and headroom. Its scenario grid compares common losses from 0% to 100% against loading levels from 0% to 100%. Recovery paths are deliberately separate: one adds externally supplied stable collateral, while the other retires debt with external funds. The page identifies the model as deterministic and excludes market data, liquidation prediction, transaction execution, and several real-world costs.
Observed signals
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